+529.6%
CSX vs JD
+50.3%
+479.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.6% | -2.8% |
| 7D | -2.7% | +11.7% | -14.4% | -4.2% |
| 30D | +7.0% | +8.1% | -1.1% | +5.8% |
| 3M | -0.3% | -12.0% | +11.7% | +1.3% |
| 6M | +13.5% | -3.5% | +17.0% | +13.7% |
| YTD | +41.5% | +3.3% | +38.2% | +40.0% |
| 1Y | +45.8% | -7.4% | +53.2% | +46.3% |
| 3Y | +74.4% | +16.6% | +57.8% | +63.6% |
| 5Y | +53.6% | -57.9% | +111.5% | +59.6% |
| 10Y | +465.6% | +32.6% | +433.0% | +333.8% |
| All | +529.6% | +50.3% | +479.3% | +370.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling